Cadenza Document

X/N Status: 1 (full X/N system)ISIN Asset Name Issuer Paying AgentIssuanceDateMaturityDateCurRateTypeInterestTermECBEligible(1)FixedRate %Haircut%Avg Rate%BE6275280590DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK07/01/2015 06/01/2016 EUR Float ACT/360 ST Tier N 6.5%BE6275281606 TB BEFIMMO 2088. BEFIMMO SA0830. BELFIUSBANK07/01/2015 09/02/2015 EUR Float ACT/360 zcp ST Tier N 13.0% 0.165 %BE6275282612TB SWCS (GARANTIEREG.WAL.)2250. SOC WAL CREDITSOCIAL (GARANTIEREG.WAL)0401. KBC BANK 07/01/2015 06/01/2016 EUR Float ACT/360 zcp ST Tier N 1.0% 0.571 %BE6275283628 DB KBC BANK 0401. KBC BANK NV 0401. KBC BANK 07/01/2015 07/04/2015 USD Float ACT/360 zcp ST Tier N 21.5% 0.28 %BE6275287660TB BARRY CALLEBAUTSERVICES NV BELGIAN2111. BARRY CALLEBAUTSERVICES N.V.0200. BNPPARIBAS FORTIS07/01/2015 09/02/2015 EUR Float ACT/360 zcp ST N 0.365 %BE6275289682DB BELFIUS BANKSHORT TERM CERT. A0830. BELFIUS BANK0830. BELFIUSBANK07/01/2015 07/01/2016 EUR Float ACT/360 zcp ST Tier N 6.5% 0.37 %BE6275290698 EMTN BELFIUS BANK 0830. BELFIUS BANKBE6275292710 ORES 2015 - 2045 2392. ORES SCRL0830. BELFIUSBANK0300. INGBELGIUM S.A.12/01/2015 11/04/2016 EUR Float ACT/360 LT Tier N 6.5%26/01/2015 26/01/2045 EUR Fixed ACT/ACT LT Tier N 3.0% 9.0%BE6275293726DB BNP PARIBASFORTIS NOTES A0200. BNP PARIBASFORTIS0200. BNPPARIBAS FORTIS07/01/2015 06/01/2016 EUR Float ACT/360 zcp ST Tier N 6.5% 0.25 %BE6275294732 TB STAD RONSE 2380. STAD RONSE0300. INGBELGIUM S.A.08/01/2015 08/04/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.293 %BE6275296752TB UMICOREFIN.SERVICES2012. UMICOREFINANCIAL SERVICES N.V.0200. BNPPARIBAS FORTIS08/01/2015 06/01/2016 EUR Float ACT/360 zcp ST N 0.469 %BE6275297768TB ANHEUSER-BUSCHINBEV2047. ANHEUSER-BUSCHINBEV NV0200. BNPPARIBAS FORTIS08/01/2015 08/07/2015 EUR Float ACT/360 zcp ST Tier N 1.0% 0.2 %Page 149 of 196